EEM762 Advanced Control Systems
lecture notes from: Advanced Control Engineering, Laurent Lessard
weekly schedule
| week | part | topic |
|---|---|---|
| 1 | linear algebra and basic optimization | introduction and math review; least squares |
| 2 | linear algebra and basic optimization | least norm optimization; multi-objective optimization |
| 3 | linear algebra and basic optimization | singular value decomposition (SVD); properties of the SVD; uncertainty ellipsoids |
| 4 | optimal estimation and control | random variables and vectors; marginal and conditional distributions; joint distribution and estimation |
| 5 | optimal estimation and control | Kalman filter; steady-state Kalman filter |
| 6 | optimal estimation and control | linear quadratic regulator (LQR) |
| 7 | optimal estimation and control | stochastic LQR |
| 8 | review and preparation for the exam (midterm) | |
| 9 | midterm exam | |
| 10 | optimal estimation and control | balanced realization, linear quadratic Gaussian (LQG) control |
| 11 | constrained optimization | convex optimization, bounding and duality |
| 12 | constrained optimization | Karush-Kuhn-Tucker (KKT) conditions |
| 13 | constrained and robust control | model predictive control |
| 14 | constrained and robust control | Lyapunov stability theory |
| 15 | constrained and robust control | H2 and Hinf norms; risk-sensitive control; the S-procedure |
| 16 | review and preparation for the exam (final) |
Resources
resources on linear algebra: sirmatel.github.io/teaching/126
resources on control systems basics: sirmatel.github.io/teaching/314
resources on optimization: sirmatel.github.io/teaching/461
resources on advanced control systems: see under “Resources” at Advanced Control Engineering, Laurent Lessard
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